Portfolio Management Module

The Portfolio Management Module, in combination with other components in the Optalytic suite, allows users to view the composition and expected performance of their active loan portfolio. This module enables a portfolio manager to view the loan book, on a normalized basis across the various Peer-to-Peer Marketplaces, and calculate expected returns based on the models contained within the Loan Pricing Module.

Using the credit and interest rate information on a loan by loan basis, the portfolio manager can further segment the entire loan book into sub-portfolios to gain insight into the performance of particular lending sub-strategies. By using the sensitivity analysis functionality provided by the Loan Pricing Module, users can also view the expected impact of shocks to delinquency rates, yields curves, and other inputs to the various pricing models.

The Portfolio Management Module also supports cash-flow based analysis, which is useful in projecting future cash inflows from the performing portfolio based upon expected pre-payment rates, expected interest income, and fee rates. This information can also be analyzed to produce an expected tax profile, including estimates of taxable interest income, servicing fee costs for the Peer-to-Peer Marketplaces and expected capital losses on non-performing loans.

Based on the projected income of the loan portfolio, this module can also estimate Management Company fee income, based upon parameters which are entered by the portfolio manager. The module's flexible rules engine allow users to enter the various provisions from Fund LP agreements (high-water marks, claw-back provisions, etc) for use in projecting income based upon the expected returns of the loan portfolio.

By leveraging the Optalytic Reporting Service, users can schedule batch reporting jobs or run ad-hoc analyses which will output to Excel or PDF file formats for off-line viewing.